NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 75.87 74.47 -1.40 -1.8% 73.21
High 76.55 75.55 -1.00 -1.3% 76.87
Low 74.49 74.28 -0.21 -0.3% 72.86
Close 74.91 75.04 0.13 0.2% 74.91
Range 2.06 1.27 -0.79 -38.3% 4.01
ATR 2.42 2.33 -0.08 -3.4% 0.00
Volume 46,656 49,316 2,660 5.7% 300,935
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.77 78.17 75.74
R3 77.50 76.90 75.39
R2 76.23 76.23 75.27
R1 75.63 75.63 75.16 75.93
PP 74.96 74.96 74.96 75.11
S1 74.36 74.36 74.92 74.66
S2 73.69 73.69 74.81
S3 72.42 73.09 74.69
S4 71.15 71.82 74.34
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.91 84.92 77.12
R3 82.90 80.91 76.01
R2 78.89 78.89 75.65
R1 76.90 76.90 75.28 77.90
PP 74.88 74.88 74.88 75.38
S1 72.89 72.89 74.54 73.89
S2 70.87 70.87 74.17
S3 66.86 68.88 73.81
S4 62.85 64.87 72.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.87 74.10 2.77 3.7% 1.87 2.5% 34% False False 55,442
10 76.87 67.58 9.29 12.4% 2.56 3.4% 80% False False 53,976
20 76.87 62.90 13.97 18.6% 2.28 3.0% 87% False False 50,087
40 76.87 62.21 14.66 19.5% 2.43 3.2% 88% False False 42,670
60 76.87 60.66 16.21 21.6% 2.28 3.0% 89% False False 39,645
80 76.87 54.92 21.95 29.3% 2.19 2.9% 92% False False 35,038
100 76.87 54.92 21.95 29.3% 2.22 3.0% 92% False False 32,218
120 76.87 46.14 30.73 41.0% 2.27 3.0% 94% False False 30,643
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.61
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.95
2.618 78.87
1.618 77.60
1.000 76.82
0.618 76.33
HIGH 75.55
0.618 75.06
0.500 74.92
0.382 74.77
LOW 74.28
0.618 73.50
1.000 73.01
1.618 72.23
2.618 70.96
4.250 68.88
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 75.00 75.58
PP 74.96 75.40
S1 74.92 75.22

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These figures are updated between 7pm and 10pm EST after a trading day.

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